Maximum score estimation of a nonstationary binary choice model

DOI10.1016/j.jeconom.2003.10.027zbMath1328.62216OpenAlexW3124955134MaRDI QIDQ899516

Hyungsik Roger Moon

Publication date: 29 December 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2003.10.027

zbMATH Keywords

binary choicemaximum score estimationnonstationary explanatory variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (5)

Best subset binary prediction ⋮ Binary quantile regression with local polynomial smoothing ⋮ DYNAMIC TIME SERIES BINARY CHOICE ⋮ A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES ⋮ Nonstationary nonlinear quantile regression

Cites Work

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• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Asymptotics for linear processes
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric methods in econometrics
• A note on the nonstationary binary choice logit model
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Nonstationary Binary Choice
• Nonlinear Regressions with Integrated Time Series
• Identification of Binary Response Models
• Convergence of stochastic processes

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